+123.8%
LSCC vs RPRX
+178.9%
-55.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.8% | +9.5% | +10.2% |
| 7D | +14.5% | +3.6% | +10.8% | +13.9% |
| 30D | -0.1% | +21.2% | -21.2% | -3.4% |
| 3M | -2.7% | +21.6% | -24.3% | -6.3% |
| 6M | -4.8% | +36.7% | -41.5% | -11.9% |
| YTD | +66.9% | +83.7% | -16.8% | +42.3% |
| 1Y | +85.8% | +83.2% | +2.7% | +58.7% |
| All | +123.8% | +178.9% | -55.1% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling